QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Attributes | List of all members
FdmSolverDesc Struct Reference

#include <fdmsolverdesc.hpp>

+ Collaboration diagram for FdmSolverDesc:

Public Attributes

const ext::shared_ptr< FdmMeshermesher
 
const FdmBoundaryConditionSet bcSet
 
const ext::shared_ptr< FdmStepConditionCompositecondition
 
const ext::shared_ptr< FdmInnerValueCalculatorcalculator
 
const Time maturity
 
const Size timeSteps
 
const Size dampingSteps
 

Detailed Description

Definition at line 35 of file fdmsolverdesc.hpp.

Member Data Documentation

◆ mesher

const ext::shared_ptr<FdmMesher> mesher

Definition at line 36 of file fdmsolverdesc.hpp.

◆ bcSet

Definition at line 37 of file fdmsolverdesc.hpp.

◆ condition

const ext::shared_ptr<FdmStepConditionComposite> condition

Definition at line 38 of file fdmsolverdesc.hpp.

◆ calculator

const ext::shared_ptr<FdmInnerValueCalculator> calculator

Definition at line 39 of file fdmsolverdesc.hpp.

◆ maturity

const Time maturity

Definition at line 40 of file fdmsolverdesc.hpp.

◆ timeSteps

const Size timeSteps

Definition at line 41 of file fdmsolverdesc.hpp.

◆ dampingSteps

const Size dampingSteps

Definition at line 42 of file fdmsolverdesc.hpp.